United States
Over 2022 to 2025 (4 years of data), PTENUSUSD has tended to move long between 11.10 and 27.10, closing higher in 100.0% of those years for an average +16.14% move and an annualized Sharpe of 7.04.
Best window
11.10 - 27.10
Direction
Long
Win rate
100.0%
Avg return
+16.14%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 27.10 | Long | 100.0% | +16.14% | 7.04 | 3 |
| 06.10 → 10.11 | Long | 100.0% | +16.12% | 3.82 | 3 |
| 05.10 → 10.11 | Long | 100.0% |
| +14.09% |
| 2.67 |
| 4 |
| 05.10 → 06.11 | Long | 100.0% | +14.00% | 2.73 | 4 |
| 06.10 → 06.11 | Long | 100.0% | +11.98% | 2.91 | 4 |
| 11.10 → 26.10 | Long | 100.0% | +10.91% | 5.16 | 4 |
| 11.10 → 24.10 | Long | 100.0% | +9.83% | 5.85 | 4 |
| 11.10 → 25.10 | Long | 100.0% | +9.17% | 5.99 | 4 |